Market-based insurance ratemaking : application to pet insurance
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20260001760 | ||
| 003 | MAP | ||
| 005 | 20260202104234.0 | ||
| 008 | 260130e20250512bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20260001364$a Goffard, Pierre-Olivier | ||
| 245 | 1 | 0 | $aMarket-based insurance ratemaking$b: application to pet insurance$cPierre-Olivier Goffard, Pierrick Piette and Gareth W. Peters |
| 520 | $aThis paper introduces a method for pricing insurance policies using market data. The approach is designed for scenarios in which the insurance company seeks to enter a new market, in our case: pet insurance, lacking historical data. The methodology involves an iterative two-step process. First, a suitable parameter is proposed to characterize the underlying risk. Second, the resulting pure premium is linked to the observed commercial premium using an isotonic regression model. To validate the method, comprehensive testing is conducted on synthetic data, followed by its application to a dataset of actual pet insurance rates | ||
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20150015815$aSeguro de mascotas | |
| 650 | 4 | $0MAPA20080604127$aTarificación a priori | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20090033023$aEstadística matemática | |
| 650 | 4 | $0MAPA20080588953$aAnálisis de riesgos | |
| 650 | 4 | $0MAPA20090039629$aRiesgo actuarial | |
| 700 | 1 | $0MAPA20260001371$aPiette, Pierrick | |
| 700 | $0MAPA20100048535$aPeters, Gareth W. | ||
| 710 | 2 | $0MAPA20100017661$aInternational Actuarial Association | |
| 773 | 0 | $wMAP20077000420$g12/05/2025 Volume 55 Issue 2 - may 2025 , p. 263 - 286$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |